Question

Find the maximum likelihood estimator (MLE) for the parameter t in the Cauchy probability density f(x;t)=...

Find the maximum likelihood estimator (MLE) for the parameter t in the Cauchy probability density

f(x;t)= 1/ [ Pi t(1+(x/t)^2]

Math   Statistics-And-Probability   
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Answer #1

as given from the density function we can see that the location parameter is 0 or located at 0

the scale parameter is t

after taking the log likelyhood function we will estimate only t

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